1. 题目：On the Pricing of American Options in Exponential Lévy Markets
作者：Roman V. Ivanov
期刊：Journal of Applied Probability  Volume 44, Issue 2, pp. 409-419 (2007)
链接：http://projecteuclid.org/DPubS?verb=Display&version=1.0&service=UI&handle=euclid.jap/1183667410&page=record
2.题目：Comparison of option prices in semimartingale models
作者：Jan Bergenthum,Ludger Rüschendorf
期刊： Finance and stochastics, Vol10, issue 2,pp. 222-249,2006
链接：
http://econpapers.repec.org/article/sprfinsto/v_3a10_3ay_3a2006_3ai_3a2_3ap_3a222-249.htm
3.题目：Bounds for perpetual American option prices in a jump diffusion model
作者：Erik Ekström
期刊： Journal of Applied Probability  Volume 43, Issue 3, pp. 867-873 (2006)
链接：
http://projecteuclid.org/DPubS?service=UI&version=1.0&verb=Display&handle=euclid.jap/1158784952